+23.3%
GME vs LH
+41.3%
-18.0%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | LH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +2.9% | +1.1% | +1.8% | +2.8% |
| 30D | -4.8% | +16.7% | -21.5% | -5.9% |
| 3M | +39.2% | +15.1% | +24.1% | +37.3% |
| 6M | +17.1% | +46.3% | -29.3% | +12.7% |
| YTD | +28.7% | +48.8% | -20.0% | +24.6% |
| 1Y | +23.3% | +39.7% | -16.4% | +19.8% |
| All | +23.3% | +41.3% | -18.0% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LH.
Daily Out/Under-Performance
Portfolio return minus LH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded LH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling